We (AIhub) will be running a short course on science communication on Wednesday 21 January, from 13:00 - 14:30. In this brief tutorial, science communication experts will teach you how to clearly and concisely explain your research to non-specialists.

Although we have witnessed great success of pre-trained models in natural language processing (NLP) and computer vision (CV), limited progress has been made for general time series analysis. Unlike NLP and CV where a unified model can be used to perform different tasks, specially designed approach still dominates in each time series analysis task such as classification, anomaly detection, forecasting, and few-shot learning. The main challenge that blocks the development of pre-trained model for time series analysis is the lack of a large amount of data for training. In this work, we address this challenge by leveraging language or CV models, pre-trained from billions of tokens, for time series analysis. Specifically, we refrain from altering the self-attention and feedforward layers of the residual blocks in the pre-trained language or image model. This model, known as the Frozen Pretrained Transformer (FPT), is evaluated through fine-tuning on all major types of tasks involving time series. Our results demonstrate that pre-trained models on natural language or images can lead to a comparable or state-of-the-art performance in all main time series analysis tasks, as illustrated in Figure1. We also found both theoretically and empirically that the self-attention module behaviors similarly to principle component analysis (PCA), an observation that helps explains how transformer bridges the domain gap and a crucial step towards understanding the universality of a pre-trained transformer.

Time series reasoning is emerging as the next frontier in temporal analysis, aiming to move beyond pattern recognition towards explicit, interpretable, and trustworthy inference. This paper presents a BlueSky vision built on two complementary directions. One builds robust foundations for time series reasoning, centered on comprehensive temporal understanding, structured multi-step reasoning, and faithful evaluation frameworks. The other advances system-level reasoning, moving beyond language-only explanations by incorporating multi-agent collaboration, multi-modal context, and retrieval-augmented approaches. Together, these directions outline a flexible and extensible framework for advancing time series reasoning, aiming to deliver interpretable and trustworthy temporal intelligence across diverse domains.

Abstract--T raditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings - where policies shift, human behavior adapts, and unexpected events unfold - effective analysis must go beyond surface-level trends to uncover the actual forces driving them. The recent rise of Large Language Models (LLMs) presents new opportunities for rethinking time series analysis by integrating multimodal inputs. However, as the use of LLMs becomes popular, we must remain cautious, asking why we use LLMs and how to exploit them effectively . Most existing LLM-based methods still employ their numerical regression ability and ignore their deeper reasoning potential. This paper argues for rethinking time series with LLMs as a reasoning task that prioritizes causal structure and explainability . This shift brings time series analysis closer to human-aligned understanding, enabling transparent and context-aware insights in complex real-world environments. Time series analysis has traditionally been framed as a pattern recognition problem, extracting trends and correlations from observed data.

Time series data is fundamental to decision-making in many crucial domains including healthcare, finance, and environmental science. However, analyzing this data often requires incorporating unstructured contextual information, answering domain-specific questions, and generating natural language explanations -- capabilities that traditional time series models lack due to their inability to process text. While Large Language Models (LLMs) excel at contextual reasoning and knowledge integration, they struggle with numerical time series due to inefficient text-based representations and limited exposure to temporal data during pretraining. We address this gap by augmenting an LLM with specialized time series perception through a patch-based encoder-decoder architecture. We train this Time Series-augmented LLM (TsLLM) on a large corpus of over 2 million interleaved time series and text examples spanning diverse analysis tasks: forecasting with contextual information, time series question-answering, pattern explanation, classification with natural language outputs, and report generation. This training enables TsLLM to leverage both its language understanding and newly acquired temporal reasoning capabilities. While not designed to surpass specialized models on traditional benchmarks, TsLLM demonstrates strong performance on tasks requiring the integration of time series analysis with natural language -- capabilities that existing approaches cannot provide. Our work establishes a new paradigm for time series analysis that bridges numerical computation and natural language understanding, democratizing access to sophisticated temporal reasoning through natural language interaction.

Modern time series analysis demands frameworks that are flexible, efficient, and extensible. However, many existing Python libraries exhibit limitations in modularity and in their native support for irregular, multi-source, or sparse data. We introduce pyFAST, a research-oriented PyTorch framework that explicitly decouples data processing from model computation, fostering a cleaner separation of concerns and facilitating rapid experimentation. Its data engine is engineered for complex scenarios, supporting multi-source loading, protein sequence handling, efficient sequence- and patch-level padding, dynamic normalization, and mask-based modeling for both imputation and forecasting. pyFAST integrates LLM-inspired architectures for the alignment-free fusion of sparse data sources and offers native sparse metrics, specialized loss functions, and flexible exogenous data fusion. Training utilities include batch-based streaming aggregation for evaluation and device synergy to maximize computational efficiency. A comprehensive suite of classical and deep learning models (Linears, CNNs, RNNs, Transformers, and GNNs) is provided within a modular architecture that encourages extension. Released under the MIT license at GitHub, pyFAST provides a compact yet powerful platform for advancing time series research and applications.